Pages that link to "Item:Q2227449"
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The following pages link to Volatility spillovers from the Chinese stock market to economic neighbours (Q2227449):
Displaying 8 items.
- Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk (Q929674) (← links)
- Correlations in returns and volatilities in Pacific-Rim stock markets (Q1970867) (← links)
- Financial integration in the GCC region: market size versus national effects (Q2661804) (← links)
- Study on the time-varying volatility transmission between China's stock market and international stock markets based on ergodicity analysis of the Granger causality test (Q2885599) (← links)
- The higher moments risk spillover effects among stock market industries: evidence from Chinese stock market (Q4996364) (← links)
- Return and Volatility Transmissions between Metals and Stocks: A Study of the Emerging Asian Markets by Using the VAR-AGARCH Approach (Q5057284) (← links)
- Major drivers of China's stock market volatility during slowing economy (Q5382027) (← links)
- Volatility spillover between Chinese stock market and selected emerging economies: a dynamic conditional correlation and portfolio optimization perspective (Q6054330) (← links)